A Finitely Repeated Bayesian Game with Hidden Markovian States
In this paper, we Introduce a new model of the repeated Bayesian game, which suits for the situations where participants are not perfectly informed about the true sates and the structure of decision-making contains several periods. The state process in this model described by a Hidden Markov Model(HMM). Then traditional Bayesian games and finitely repeated games are just its special situations. Moreover, we present the notion of Nash equilibrium for this model, and also use a real-life example to illustrate it.
Bayesian Games Repeated Games HMM Nash Equilibrium
Wen He Jinwu Gao
School of Information Renmin University of China Beijing 100872,China
国际会议
黄山
英文
130-133
2010-05-28（万方平台首次上网日期，不代表论文的发表时间）